Fluctuations of the power variation of fractional Brownian motion in Brownian time (Q2348725)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fluctuations of the power variation of fractional Brownian motion in Brownian time |
scientific article |
Statements
Fluctuations of the power variation of fractional Brownian motion in Brownian time (English)
0 references
15 June 2015
0 references
fractional Brownian motion
0 references
power variation
0 references
fluctuations
0 references
Brownian time
0 references
